Marcelo Perlin

Hi Sahinder,

HAve a look in matlab help files. There you can find all the information about importing xls data into matlab.

Cheers.
Marcelo.

Oi Felipe,

Agradeco pelo interesse no programa.
Favor entrar em contato pelo meu email.

Abraco.
Marcelo.

Dear MehdiHK, regarding your first comment, the way I coded the optimization problem was jsut a matter of simplicity in the algorithm. I'm fully aware that the search space could be decreased by one elemente by conducting it as a inequality optimization problem, as opposed to an equality one.

For your second comments, the p values of the coefficients are fine and so is the way I coded the transition matrix.
If you look closelly in MS_Regress_Fit, you'll see that I'm using constrained estimation so that the each column of Coeff.p is summing to 1, according to my choice of numerical convergence.

If you have any further question, feel free to drop me an email.
Marcelo.

Hello Marcelo,
I am student in Turkey, at Istanbul Technical University.And I have a problem about to create mat-file . I must to use my excell data .How can I solve this problem. I think that "Creating Mat file in C "; but I can not solve my problem because I don't have enough source . Could you help me?? Thanks for your all attention.

Şahinder Kaya
İstanbul Technical University

Mathematics Engineering
kayasah@itu.edu.tr

Hi Michele, the benchmark asset is not downloaded. If you want it, just include the ticker in example_ticker.txt.

Marcelo.